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How Do Banks and Households Manage Interest Rate Risk? Evidence from the Swiss Mortgage Market. (2017). Casanova, Catherine ; Guin, Benjamin ; Basten, Christoph ; Koch, Catherine Tahmee .
In: CESifo Working Paper Series.
RePEc:ces:ceswps:_6649.

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Cited: 5

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Cites: 18

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Cocites: 23

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Coauthors: 0

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Citations

Citations received by this document

  1. What drives the short‐term fluctuations of banks exposure to interest rate risk?. (2020). Memmel, Christoph.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:38:y:2020:i:4:p:674-686.

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  2. Effektivverzinsung und Volatilität bei Finanzierung mit Zinsbindung und variablen Zinsen. (2020). Seitz, Franz ; Clostermann, Jorg.
    In: Zeitschrift für Immobilienökonomie (German Journal of Real Estate Research).
    RePEc:spr:gjorer:v:6:y:2020:i:1:d:10.1365_s41056-019-00029-w.

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  3. What drives the short-term fluctuations of banks exposure to interest rate risk?. (2019). Memmel, Christoph.
    In: Discussion Papers.
    RePEc:zbw:bubdps:052019.

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  4. Fixed rate versus adjustable rate mortgages: evidence from euro area banks. (2019). Ongena, Steven ; Fringuellotti, Fulvia ; Albertazzi, Ugo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20192322.

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  5. Fixed rate versus adjustable rate mortgages: evidence from euro area banks. (2018). Ongena, Steven ; Fringuellotti, Fulvia ; Albertazzi, Ugo.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1176_18.

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References

References cited by this document

  1. Basten, Christoph, & Catherine Koch. Higher Bank Capital Requirements and Mortgage Pricing: Evidence from the Counter-Cyclical Capital Buffer. BIS Working Paper No. 511, (2015).

  2. Beutler, Toni, Robert Bichsel, Adrian Bruhin, & Jayson Danton, The Impact of Interest Rate Risk on Bank Lending SNB Working Paper, No. 2017/4 (2017).

  3. Calza, Alessandro, Tommaso Monacello, & Livio Stracca. Housing Finance and Monetary Policy. Journal of the European Economic Association 11, No. 1 (2013): 101–122.
    Paper not yet in RePEc: Add citation now
  4. Campbell, John, & Joao Cocco. A Model of Mortgage Default. Journal of Finance 70, No. 4 (2015): 1495–1554. Campbell, John, & Joao Cocco. Household risk management and optimal mortgage choice.

  5. Chaudron, Raymond. Bank profitability and risk taking in a prolonged environment of low interest rates: a study of interest rate risk in the banking book of Dutch banks. DNB Working Papers 526 (2016).

  6. Ehrmann, Michael, & Michael Ziegelmeyer. Household risk management and actual mortgage choice in the euro area. Journal of Money, Credit and Banking 49, No. 2-3 (2017): 469–494.

  7. Esposito, Lucia, Andrea Nobili, & Tiziano Ropele. The management of interest rate risk during the crisis: evidence from Italian banks. Journal of Banking & Finance 59, (2015): 486–504.

  8. Foà, Gabriele, Leonardo Gambacorta, Luigi Guiso, & Paolo Emilio Mistrulli. The supply side of housing finance. Mimeo, (2015).
    Paper not yet in RePEc: Add citation now
  9. Fuster, Andreas, & James Vickery. Securitization and the Fixed-Rate Mortgage. The Review of Financial Studies 28, No. 1 (2015): 176-211.

  10. Gomez, Matthieu, Augustin Landier, David Sraer & David Thesmar. Banks' Exposure to Interest Rate Risk and the Transmission of Monetary Policy. UC Berkeley Mimeo (2016).

  11. Green, Richard, & Susan Wachter. The American Mortgage in Historical and International Context. Journal of Economic Perspectives 19, (2005): 93-114.

  12. Koijen, Ralph, Otto van Hemert, & Stijn Van Nieuwerburgh. Mortgage timing. Journal of Financial Economics 93, No. 2 (2009): 292–324.

  13. Malmendier, Ulrike, & Stefan Nagel. Learning from inflation experience. The Quarterly Journal of Economics 131, No.1 (2016): 53-87.

  14. Purnanandam, Amiyatosh. Interest rate derivatives at commercial banks: An empirical investigation. Journal of Monetary Economics 54, No. 6 (2007): 1769–1808.

  15. Rampini, Adriano, & S. Viswanathan. Household Risk Management. NBER Working Paper 22293 (2016).

  16. Rampini, Adriano, S. Viswanathan, & Guillaume Vuillemey. Risk Management in Financial Institutions. Duke University Mimeo (2017).

  17. Rubio, Margarita. Fixed and Variable-Rate Mortgages, Business Cycles and Monetary Policy. Journal of Money, Credit and Banking 43, No. 4 (2011).

  18. Vuillemey, Guillaume. Bank Interest Rate Risk Management. HEC Mimeo, (2017)
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Interest Rate Uncertainty and the Predictability of Bank Revenues. (2021). Sensoy, Ahmet ; GUPTA, RANGAN ; Demirer, Riza ; Cepni, Oguzhan.
    In: Working Papers.
    RePEc:hhs:cbsnow:2021_002.

    Full description at Econpapers || Download paper

  2. Bank lending in Switzerland: Capturing cross-sectional heterogeneity and asymmetry over time. (2020). Kaufmann, Sylvia ; Hauri, Simona ; Gubler, Matthias ; Beutler, Toni.
    In: Working Papers.
    RePEc:szg:worpap:2004.

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  3. Bank lending in Switzerland: Capturing cross-sectional heterogeneity and asymmetry over time. (2020). Kaufmann, Sylvia ; Hauri, Simona ; Gubler, Matthias ; Beutler, Toni.
    In: Working Papers.
    RePEc:snb:snbwpa:2020-12.

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  4. Effects of macroprudential policies on bank lending and credit risks. (2020). Behncke, Stefanie.
    In: Working Papers.
    RePEc:snb:snbwpa:2020-06.

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  5. The impact of macroprudential housing finance tools in canada. (2020). Allen, Jason ; Roberts, Tom ; Grieder, Timothy ; Peterson, Brian.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:42:y:2020:i:c:s1042957317300529.

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  6. Historical Interest Rate Sensitivity of Emerging Market Sovereign Debt: Evidence of Regime Dependent Behavior. (2018). Gubareva, Mariya.
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2018:v:19:i:2:gubareva.

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  7. Macroprudential Policy in a Monetary Union. (2017). Gambacorta, Leonardo ; Dehmej, Salim.
    In: Document de travail.
    RePEc:ris:bkamdt:2017_004.

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  8. Lenders Competition and Macro-prudential Regulation: A Model of the UK Mortgage Supermarket. (2017). Benetton, Matteo.
    In: 2017 Meeting Papers.
    RePEc:red:sed017:1001.

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  9. International Banking and Cross-Border Effects of Regulation: Lessons from Switzerland. (2017). Towbin, Pascal ; Auer, Simone ; Ganarin Wallmer, Maja.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2017:q:1:a:3.

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  10. Macroprudential policy and bank risk. (2017). Gambacorta, Leonardo ; Binici, Mahir ; Altunbas, Yener.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12138.

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  11. How Do Banks and Households Manage Interest Rate Risk? Evidence from the Swiss Mortgage Market. (2017). Casanova, Catherine ; Guin, Benjamin ; Basten, Christoph ; Koch, Catherine Tahmee .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_6649.

    Full description at Econpapers || Download paper

  12. Specialisation in mortgage risk under Basel II. (2017). Kirwin, Liam ; Garbarino, Nicola ; Eckley, Peter ; Benetton, Matteo ; Latsi, Georgia.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0639.

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  13. Macroprudential policy and bank risk. (2017). Gambacorta, Leonardo ; Binici, Mahir ; Altunbas, Yener.
    In: BIS Working Papers.
    RePEc:bis:biswps:646.

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  14. Lending Pro-Cyclicality and Macro-Prudential Policy: Evidence from Japanese LTV Ratios. (2016). Uesugi, Iichiro ; Udell, Gregory ; Uchida, Hirofumi ; Ono, Arito.
    In: HIT-REFINED Working Paper Series.
    RePEc:hit:remfce:41.

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  15. Macroprudential Policies: General Analysis and a Look into the Chilean Experience. (2016). Vergara, Rodrigo ; Raddatz, Claudio.
    In: Economic Policy Papers Central Bank of Chile.
    RePEc:chb:bcchep:59.

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  16. The countercyclical capital buffer and the composition of bank lending. (2016). Ongena, Steven ; Auer, Raphael.
    In: BIS Working Papers.
    RePEc:bis:biswps:593.

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  17. The causal effect of house prices on mortgage demand and mortgage supply: evidence from Switzerland. (2016). Casanova, Catherine ; Basten, Christoph ; Koch, Catherine.
    In: BIS Working Papers.
    RePEc:bis:biswps:555.

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  18. Is macroprudential policy instrument blunt?. (2016). Sudo, Nao ; Sonoda, Katsurako .
    In: BIS Working Papers.
    RePEc:bis:biswps:536.

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  19. On the Nexus of Monetary Policy and Financial Stability: Effectiveness of Macroprudential Tools in Building Resilience and Mitigating Financial Imbalances. (2016). Molico, Miguel ; Damar, Evren.
    In: Discussion Papers.
    RePEc:bca:bocadp:16-11.

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  20. The winners curse: Evidence on the danger of aggressive credit growth in banking. (2015). Kick, Thomas ; Pausch, Thilo ; Ruprecht, Benedikt .
    In: Discussion Papers.
    RePEc:zbw:bubdps:322015.

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  21. The causal effect of house prices on mortgage demand and mortgage supply: Evidence from Switzerland. (2015). Casanova, Catherine ; Basten, Christoph ; Koch, Catherine.
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:30:y:2015:i:c:p:1-22.

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  22. Is macroprudential policy instrument blunt?. (2015). Sudo, Nao ; Sonoda, Katsurako .
    In: Bank of Japan Working Paper Series.
    RePEc:boj:bojwps:wp15e11.

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  23. On the Nexus of Monetary Policy and Financial Stability: Recent Developments and Research. (2015). Tomlin, Ben ; Molico, Miguel ; Kryvtsov, Oleksiy.
    In: Discussion Papers.
    RePEc:bca:bocadp:15-7.

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